Title:Granger-Causal Analysis of VARMA-GARCH Models
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Author(s):WOŹNIAK, TomaszDate:2012Type of Publication:Working PaperSeries/Report no.:EUI ECO; 2012/19Abstract:Recent economic developments have shown the importance of spillover and contagion effects in financial markets. Such effects are not limited to relations between the levels of financial variables but also impact on their ...

Title:Group formation, in-group bias and the cost of cheating
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Author(s):MICHAELI, MotiDate:2015Type of Publication:Working PaperSeries/Report no.:EUI MWP; 2015/04Abstract:Group formation and in-group bias -- preferential treatment for insiders -- are widely observed social phenomena. This paper demonstrates how they arise naturally when people incur a psychological cost as the result of ...